Optimalizácia procesov a výrob

Weekly outline

• General
  

  General

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  Advanced Optimization

  Lectures: M. Kvasnica, exercises: M. Klaučo

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  • News Forum
  • Syllabus Page
  • About the course Page
  • Teaching material and additional resources Page
  • Výsledky ankety z akademického roku 2017/2018 File
• 23 September - 29 September
  

  23 September - 29 September

  Covered topics:

  • Motivation
  • Course goals and objectives
  • Grading
  • Unconstrained optimization

  • Lecture slides: unconstrained optimization File
  • excercise 1 File
• 30 September - 6 October
  

  30 September - 6 October

  Gradient-based numerical algorithms for unconstrained optimization:

  • gradient descent method
  • Newton method

  • Lecture slides: gradient-based methods for unconstrained optimization File
  • exercise 2 File
• 7 October - 13 October
  

  7 October - 13 October

  Gradient-free method for unconstrained optimization

  • the Luus-Jaakola random method
  • simulated annealing
  • extremum seeking

  • Lecture slides: gradient-free methods File
  • Video 1/4 (Quiz) URL
  • Video 2/4 (The Luus-Jaakola method) URL
  • Video 3/4 (Simulated annealing) URL
  • Video 4/4 (Extremum seeking) URL
  • exercise 3 File
  • data File
  • ethanol File
• 14 October - 20 October
  

  14 October - 20 October

  Covered topics:

  • the Nelder-Mead algorithm for unconstrained optimization
  • elimination-based method for solving problems with equality constraints
  • the Lagrange method for equality-constrained optimization

  • Lecture slides: equality-constrained optimization, elimination method File
  • Video 1/2 (Nelder Mead method for unconstrained optimization) URL
  • Video 2/2 (Elimination method for equality-constrained optimization) URL
  • data_fit.mat File
  • exercise 4 File
• 21 October - 27 October
  

  21 October - 27 October

  Covered topics:
  

  • Equality-constrained optimization
  • Lagrange method

  • Lecture slides: equality-constrained optimization, Lagrange method File
  • Video 1/2: Lagrange method for equality-constrained optimization, part 1 URL
  • Video 2/2: Lagrange method for equality-constrained optimization, part 2 URL
  • Exercise 4: Text File
  • Simulink files for Extremum Seeking
  • Simulink files for Extremum Seeking R14a
  • Vapor–liquid equlibria datafiles Folder
  • Satisfaction Survey URL
• 28 October - 3 November
  

  28 October - 3 November

  Covered topics:
  

  • Inequality-constrained optimization
  • Economic interpretation of Lagrange multipliers

  • Lecture slides: inequality-constrained optimization File
  • Video 1/3: Economic interpretation of Lagrange multipliers, feasible-start Newton method URL
  • Video 2/3: Infeasible-start Newton method URL
  • Video 3/3: Inequality-constrained optimization, KKT conditions URL
  • Large scale problem 1 Page
  • Large scale problem 2 Page
  • Project 1 Assignment
  • Satisfaction Survey URL
  • Project 1 File
• 4 November - 10 November
  

  4 November - 10 November

  Covered topics:
  

  • Linear programming
  • Simplex method

  • Lecture slides: Linear programming and the Simplex method File
  • Video 1/3: Linear programming and the simplex method URL
  • Video 2/3: Linear programming and the simplex method URL
  • Video 3/3: Linear programming and the simplex method URL
• 11 November - 17 November
  

  11 November - 17 November

  • Lecture slides: Barrier & Interior-point methods File
  • Bonus: LJ for n-D Assignment
  • Excercise 8 File
• 18 November - 24 November
  

  18 November - 24 November

  Covered topics:
  

  • Quadratic programming
  • Active set methods

  • Lecture slides: Surprises of the simplex method File
  • Lecture slides: Quadratic programming File
  • Video 1/9: Quadratic programming URL
  • Video 2/9: Quadratic programming URL
  • Video 3/9: Quadratic programming URL
  • Video 4/9: Quadratic programming URL
  • Video 5/9: Quadratic programming URL
  • Video 6/9: Quadratic programming URL
  • Video 7/9: Quadratic programming URL
  • Video 8/9: Quadratic programming URL
  • Video 9/9: Quadratic programming URL
  • Excercise 9 File
• 25 November - 1 December
  

  25 November - 1 December

  Covered topics:
  

  • Separation
  • Classification
  • Sequential quadratic programming

  • Lecture slides: separation and classification File
  • Lecture slides: sequential quadratic programming File
  • Video 1/3: Separation and classification URL
  • Video 2/3: Separation and classification URL
  • Video 3/3: Sequential quadratic programming URL
  • Active-Set Method Algorithm File
  • excercise 10 File
• 2 December - 8 December
  

  2 December - 8 December

  Covered topics:
  

  • Integer optimization
  • Mixed-integer optimization

  • Lecture slides: Mixed-Integer Optimization File
  • Video 1/2: Integer optimization URL
  • Video 1/2: Integer optimization URL
  • Satisfaction Survey URL
  • Exam Assignment
• 9 December - 15 December
  

  9 December - 15 December

  Covered topics:
  

  • Logic constraints
  • Mixed real/logic constraints

  • Video: Logic and mixed constraints URL
  • brothers.mat File
  • Application of QPs (SVM) File
  • data_3D.mat File
  • Satisfaction Survey URL
• 16 December - 22 December
  

  16 December - 22 December

  • Total-Satisfaction Survey URL